Effectiveness of ensemble machine learning over the conventional multivariable linear regression models
نویسندگان
چکیده
This paper demonstrates the effectiveness of ensemble machine learning algorithms over the conventional multivariable linear regression models including Ordinary Least Squares, Robust Linear Model, and Lasso Model. The ensemble machine learning algorithms include Adaboost, Random-Forest, Bagging, Extremely Randomized Trees, Gradient Boosting, and Extra Trees Regressor. With the progress of open sources, a variety of algorithms are available and they can be easily compared by using open source Python libraries from the viewpoint of prediction accuracies using R-squared. Keywords—big data, ensemble machine learning, OLS, RLM, Lasso
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